+67.4%
SAP vs DPZ
-6.8%
+74.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | +1.5% | +2.2% | -0.7% | +0.9% |
| 30D | +8.8% | +6.7% | +2.1% | +6.8% |
| 3M | +12.1% | -4.5% | +16.6% | +13.2% |
| 6M | +34.6% | +3.3% | +31.3% | +32.9% |
| YTD | -2.1% | -19.4% | +17.3% | +1.6% |
| 1Y | -5.5% | -17.3% | +11.7% | -2.7% |
| 3Y | +67.4% | -8.4% | +75.8% | +67.7% |
| All | +67.4% | -6.8% | +74.2% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DPZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling